Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.48% | 94.30 % | 94.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 942,728 USD | 473,614 USD | 96.83% | 96.83% |
19/11/2024 | 0.48% | 92.40 % | 92.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 926,510 USD | 465,505 USD | 94.56% | 94.56% |
18/11/2024 | 0.49% | 91.40 % | 91.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 914,000 USD | 459,250 USD | 3.86% | 98.74% |
15/11/2024 | - | 90.00 % | - % | 1,000,000 | 0 | 0 | 0 | 0 USD | 0 USD | 0.00% | 99.37% |
14/11/2024 | 0.49% | 91.80 % | 92.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 918,500 USD | 461,500 USD | 0.01% | 99.38% |
13/11/2024 | 0.48% | 92.80 % | 93.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 935,200 USD | 469,850 USD | 97.45% | 97.45% |
12/11/2024 | 0.50% | 93.30 % | 93.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 946,615 USD | 475,680 USD | 91.34% | 91.34% |
11/11/2024 | 0.52% | 95.00 % | 95.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 957,856 USD | 481,426 USD | 99.38% | 99.38% |
08/11/2024 | 0.52% | 95.30 % | 95.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 954,026 USD | 479,513 USD | 99.38% | 99.38% |
07/11/2024 | 0.48% | 95.15 % | 95.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 943,744 USD | 474,162 USD | 98.97% | 98.97% |